+43.3%
UPS vs ATI
+1,002.4%
-959.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.1% |
| 7D | -0.6% | +13.0% | -13.6% | -2.5% |
| 30D | +16.4% | +0.2% | +16.3% | +16.0% |
| 3M | +7.9% | -17.5% | +25.4% | +10.7% |
| 6M | +15.8% | +18.1% | -2.3% | +11.7% |
| YTD | +16.6% | +65.7% | -49.1% | +6.1% |
| 1Y | +22.3% | +91.9% | -69.6% | +8.6% |
| 3Y | -6.2% | +335.2% | -341.5% | -28.8% |
| 5Y | -34.4% | +1,004.3% | -1,038.7% | -57.7% |
| All | +43.3% | +1,002.4% | -959.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling